I have run into this one, all I needed to do was map a U drive for the workstation. M$ doesn't give much info from my searches on this issue, so it may be difficult to find out why you are getting it. We had to map the U drive (going to the users home directory) manauly because it was not mapping in the login script. The workstation team has the My Documents directory was redirected to the U drive.
You may need to do similar, but not exactly the same. Sounds like the system is looking for resouces, and not finding them.
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